You can't as the receivers client has to send back information and most clients do not do that, ie they can read the email without marking anything In the RFCs covering mail there is nothing that must be done to provide this functionality. You can probably tell that the mail has reached the recipient's mailbox but that is it.

Indeed, for privacy reasons many people (myself included) prefer not to allow the sending of such return receipts. If I see an incoming message late at night but decide not to answer it until the next day, I don't want the other party to be aware of that decision.
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Harald Hanche-OlsenApr 24 '11 at 13:08

The one way you can "sort of" get a return receipt like you're asking for is IF the system Mac Mail is connecting to has the capability.

For example, you can get request receipts with MS-Exchange. If you setup Apple Mail to communicate with exchange – you probably also have access to a web-version for your email system, which will probably let you setup read receipts for the messages you send from the web client.

But no, if you're just using Apple Mail with a typical POP, IMAP or Mobile-Me setup you're not going to have access to a read receipt feature.